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Cited article:
Sévérien Nkurunziza
ESAIM: PS, 16 (2012) 139-150
Published online: 2012-07-03
This article has been cited by the following article(s):
The bias and risk functions of some Stein-rules in elliptically contoured distributions
S. Nkurunziza
Mathematical Methods of Statistics 22 (1) 70 (2013)
DOI: 10.3103/S1066530713010043
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Extension of some important identities in shrinkage-pretest strategies
Sévérien Nkurunziza
Metrika 76 (7) 937 (2013)
DOI: 10.1007/s00184-012-0425-5
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Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes
Sévérien Nkurunziza and Abdulkadir Hussein
Communications in Statistics - Theory and Methods 44 (8) 1580 (2015)
DOI: 10.1080/03610926.2013.770534
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The law of iterated logarithm for the estimations of diffusion-type processes
Mingzhi Mao and Gang Huang
Advances in Difference Equations 2020 (1) (2020)
DOI: 10.1186/s13662-020-2506-5
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Inference in a multivariate generalized mean-reverting process with a change-point
Sévérien Nkurunziza and Lei Shen
Statistical Inference for Stochastic Processes 23 (1) 199 (2020)
DOI: 10.1007/s11203-019-09204-1
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Estimation and testing in generalized mean-reverting processes with change-point
Sévérien Nkurunziza and Pei Patrick Zhang
Statistical Inference for Stochastic Processes 21 (1) 191 (2018)
DOI: 10.1007/s11203-016-9151-3
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On estimation of the change points in multivariate regression models with structural changes
Fuqi Chen and Sévérien Nkurunziza
Communications in Statistics - Theory and Methods 46 (14) 7157 (2017)
DOI: 10.1080/03610926.2016.1143510
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Inference problem in generalized fractional Ornstein–Uhlenbeck processes with change-point
Sévérien Nkurunziza
Bernoulli 27 (1) (2021)
DOI: 10.3150/20-BEJ1230
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On penalized estimation for dynamical systems with small noise
Alessandro De Gregorio and Stefano Maria Iacus
Electronic Journal of Statistics 12 (1) (2018)
DOI: 10.1214/18-EJS1436
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On extension of some identities for the bias and risk functions in elliptically contoured distributions
Sévérien Nkurunziza and Fuqi Chen
Journal of Multivariate Analysis 122 190 (2013)
DOI: 10.1016/j.jmva.2013.07.005
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Estimation and Testing in Multivariate Generalized Ornstein-Uhlenbeck Processes with Change-Points
Sévérien Nkurunziza
Sankhya A 85 (1) 351 (2023)
DOI: 10.1007/s13171-021-00251-6
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On efficiency of some restricted estimators in a multivariate regression model
Sévérien Nkurunziza
Statistical Papers 64 (2) 617 (2023)
DOI: 10.1007/s00362-022-01324-w
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